Multivariate Markov Chains
Overview
Provides routines to estimate the Mixture Transition Distribution Model based on Raftery (1985) http://www.jstor.org/stable/2345788 and Nicolau (2014) doi:10.1111/sjos.12087 specifications, for multivariate data. Additionally, provides a function for the estimation of a new model for multivariate non-homogeneous Markov chains. This new specification, Generalized Multivariate Markov Chains (GMMC) was proposed by Carolina Vasconcelos and Bruno Damasio and considers (continuous or discrete) covariates exogenous to the Markov chain.
Install
Health
- OK13 OK2026-08-05
- NOTE12 OK, 1 NOTE2026-08-01
- OK13 OK2026-06-09
- ERROR12 OK, 1 ERROR2026-06-08
- OK14 OK2026-03-10
Documentation
- Help pages
- 5
- Examples that run
- 100%4 run in a plain check
- Exported functions with examples
- 100%
- Documented parameters
- 100%
- Return-value docs
- 100%
- Help pages citing references
- 60%
Downloads
Dependencies
Installing GenMarkov adds 64 packages (29 with compiled code, 56 MB of source tarballs). Heaviest: stringi 11 MB, ggplot2 6.0 MB, data.table 5.7 MB.
Code & Tests
Datasets
People & History
Pick two releases to compare their code metrics.
- RR 4.6.0 released · 2026-04-24
- RR 4.5.0 released · 2025-04-11
- 0.2.1Latest
- RR 4.4.0 released · 2024-04-24
- 0.2.02023-12-19 · diff ↗ ·
removed 1 export
pattern:^[[:alpha:]]+added 4 exports
MMC_tpm, mmcx, multi.mtd, multi.mtd_probit - RR 4.3.0 released · 2023-04-21
- RR 4.2.0 released · 2022-04-22
- 0.1.02021-11-08
- RR 4.1.0 released · 2021-05-18
Package metadata
- First published
- 2021-11-08
- Total releases
- 3 / 5 yrs
- License
- GPL (>= 2) OSI
- Minimum R
- ≥ 3.5.0
- Bundled data
- 55 KB / 1 file
- Download size
- 69 KB
Cite
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